Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152083 | Statistics & Probability Letters | 2013 | 9 Pages |
Abstract
A robust gradient statistic under model misspecification is proposed and its asymptotic distribution under the null hypothesis is determined. Several examples are presented and Monte Carlo simulation experiments are carried out.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Artur J. Lemonte,